+343.5%
AEM vs VMC
+17.4%
+326.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.6% | +1.3% |
| 7D | +3.0% | -5.3% | +8.3% | +4.7% |
| 30D | +12.5% | -12.3% | +24.7% | +16.9% |
| 3M | +26.9% | -10.3% | +37.2% | +30.8% |
| 6M | -9.4% | -8.6% | -0.9% | -7.2% |
| YTD | +20.3% | -11.9% | +32.1% | +24.6% |
| 1Y | +33.8% | -13.9% | +47.7% | +39.0% |
| All | +343.5% | +17.4% | +326.1% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling